Avanidhar Subrahmanyam

Avanidhar Subrahmanyam

University of California Los Angeles - Los Angeles / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1750542
University of California
person_outline Avanidhar Subrahmanyam's MOST POPULAR ARTICLES
1-) Investor psychology and security market under‐and overreactionsK Daniel, D Hirshleifer, A Subrahmanyamthe Journal of Finance 53 (6), 1839-1885, 199875421998
2-) Market microstructure and asset pricing: On the compensation for illiquidity in stock returnsMJ Brennan, A SubrahmanyamJournal of financial economics 41 (3), 441-464, 199623711996
3-) Commonality in liquidityT Chordia, R Roll, A SubrahmanyamJournal of financial economics 56 (1), 3-28, 200024252000
4-) Alternative factor specifications, security characteristics, and the cross-section of expected stock returnsMJ Brennan, T Chordia, A SubrahmanyamJournal of financial Economics 49 (3), 345-373, 199821831998
5-) Market liquidity and trading activityT Chordia, R Roll, A SubrahmanyamThe journal of finance 56 (2), 501-530, 200121272001